Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1362925.0363 | 1367995.1169 | -5070.0806 | 536333.6591 | 1285310.8836 | -748977.2245 |
Total P&L (%) | 1362.925 | 1367.9951 | -5.0701 | 536.3337 | 1285.3109 | -748.9772 |
Avg Daily Profit (%) | 0.7516 | 0.7544 | -0.0028 | 0.1021 | 0.1451 | 0 |
Buy And Hold Return (%) | 609.9053 | 609.9053 | 609.9053 | 609.9053 | 609.9053 | 609.9053 |
Max Trade Drawdown | -164390 | -148532 | -86244 | -3152309 | -2619102 | -1003826 |
Profit Factor | 3.0783 | 4.2124 | 0.978 | 1.0739 | 1.2733 | 0.7065 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 43.4783 | 41.3043 | 45.6522 | 43.4783 | 41.3043 | 45.6522 |
Ratio Avg Win / Avg Loss | 4.0018 | 5.9861 | 1.1642 | 1.3961 | 1.8095 | 0.8411 |
Largest Winning Trade | 1014322 | 1014322 | 44597 | 2222433 | 2222433 | 647774 |
Largest Losing Trade | -36074 | -36074 | -26955 | -748243 | -623332 | -748243 |
Avg Bars in Trades | 57 | 86 | 27 | 57 | 86 | 27 |
Avg Bars in Winners | 63 | 104 | 26 | 63 | 104 | 26 |
Avg Bars in Losers | 52 | 74 | 28 | 52 | 74 | 28 |
Bars Traded | 5271 | 4000 | 1271 | 5271 | 4000 | 1271 |
Profit Streak | 5.1112 | 0 | 5.7779 | 5.1112 | 0 | 5.7779 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 422393 | 410993 | -579749 | -362804 | -7425 | -581416 |
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{ "first_band": { "type": "bbm", "factors": { "length": 150, "offset": 0, "std": 3.5736 } }, "second_band": { "type": "dcm", "factors": { "length": 158, "offset": 0 } } }
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{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5440, "evaluation_days": 1813.33, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1605254400000, "last_datapoint_time": 1757376000000, "evaluation_time": 1757385609345, "expiration_time": 1762076160000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 150, "offset": 0, "std": 3.5736 } }, "second_band": { "type": "dcm", "factors": { "length": 158, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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